CovarianceUtilities.GetRandomState Method

Returns a random state from a zero-mean Gaussian distribution described by the provided covariance matrix.

Signatures	Return Value	Description
CovarianceUtilities.GetRandomState(Matrix covariance)	Array	Returns a random state from a zero-mean Gaussian distribution described by the provided covariance matrix.
CovarianceUtilities.GetRandomState(Matrix covariance, Array meanState)	Array	Returns a random state from a Gaussian distribution described by the provided covariance matrix.
CovarianceUtilities.GetRandomState(Matrix covariance, RandomNumberGenerator random)	Array	Returns a random state from a zero-mean Gaussian distribution described by the provided covariance matrix.
CovarianceUtilities.GetRandomState(Matrix covariance, Array meanState, RandomNumberGenerator random)	Array	Returns a random state from a Gaussian distribution described by the provided covariance matrix.

Description